Two sequential estimators are proposed for the odds p/(1-p) and log odds log(p/(1-p)) respectively, using independent Bernoulli random variables with parameter p as inputs. The estimators are unbiased, and guarantee that the variance of the estimation error divided by the true value of the odds, or the variance of the estimation error of the log odds, are less than a target value for any p in (0,1). The estimators are close to optimal in the sense of Wolfowitz's bound.
翻译:本文针对参数为p的独立伯努利随机变量输入,分别提出了比值比p/(1-p)与对数比值比log(p/(1-p))的两种序列估计器。所提估计器具有无偏性,并保证对于任意p∈(0,1),比值比估计误差的方差与其真值之比(或对数比值比估计误差的方差)均小于预设目标值。在Wolfowitz界的意义下,该估计器接近最优。